6.231 Dynamic Programming and Stochastic Control, Fall 2002
Sequential decision-making via dynamic programming. Unified approach to optimal control of stochastic dynamic systems and Markovian decision problems. Applications in linear-quadratic control, inventory control, and resource allocation models. Optimal decision making under perfect and imperfect stat...
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| Language: | en-US |
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2002
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| Online Access: | http://hdl.handle.net/1721.1/46352 |